| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 19,091 | 2,362,667 | -11,117 | 24,827 | 272 | 41,909,290 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,171,788 | 1,171,788 | -1,313,081 | 128,387 |
| 1.0000 | 1,190,879 | 1,190,879 | 1,301,964 | -103,560 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | -6,787 | -20,478 | -8,586 | 34,817 | 0.61 | 0.094 | 1,633 |
| CN | 88 | -72,965 | -607,817 | -130,584 | 1,426,331 | 1.25 | 0.152 | -21,179 |
| HK | 18 | 36,081 | -8,390 | -9,769 | 71,914 | 0.74 | 0.102 | 2,188 |
| ID | 2 | -950 | 0 | -902 | 950 | 0.76 | 0.320 | -318 |
| JP | 96 | -20,814 | -206,270 | 150,672 | 555,553 | 0.76 | 0.083 | 32,495 |
| KR | 27 | -45,585 | -62,730 | -105,662 | 135,969 | 1.73 | 0.213 | -2,534 |
| MY | 1 | -43 | 0 | -7 | 43 | 0.16 | 0.095 | -4 |
| SG | 5 | 64,043 | 0 | 24,336 | 64,043 | 0.50 | 0.061 | 3,837 |
| TH | 4 | 1,684 | 0 | 3,739 | 8,617 | 0.35 | 0.212 | -77 |
| TW | 10 | 64,429 | 0 | 65,647 | 64,429 | 0.59 | 0.135 | 8,786 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -20,802 | -20,478 | -14,257 | 20,802 | 0.69 | -0.072 | 1,771 |
| 1.0000 | 9 | 14,015 | 0 | 5,672 | 14,015 | 0.51 | 0.010 | -138 | |
| CN | -1.0000 | 58 | -749,648 | -607,817 | -967,106 | 749,648 | 1.23 | -0.108 | 113,419 |
| 1.0000 | 30 | 676,683 | 0 | 836,522 | 676,683 | 1.30 | -0.190 | -134,598 | |
| HK | -1.0000 | 5 | -17,916 | -8,390 | -25,615 | 17,916 | 1.66 | -0.044 | -80 |
| 1.0000 | 13 | 53,997 | 0 | 15,846 | 53,997 | 0.39 | 0.022 | 2,268 | |
| ID | -1.0000 | 2 | -950 | 0 | -902 | 950 | 0.76 | 0.320 | -318 |
| JP | -1.0000 | 55 | -288,184 | -206,270 | -135,124 | 288,184 | 0.49 | -0.057 | 14,711 |
| 1.0000 | 41 | 267,369 | 0 | 285,796 | 267,369 | 1.11 | 0.057 | 17,784 | |
| KR | -1.0000 | 16 | -90,777 | -62,730 | -169,955 | 90,777 | 1.93 | -0.005 | -144 |
| 1.0000 | 11 | 45,192 | 0 | 64,293 | 45,192 | 1.44 | 0.019 | -2,390 | |
| MY | -1.0000 | 1 | -43 | 0 | -7 | 43 | 0.16 | 0.095 | -4 |
| SG | 1.0000 | 5 | 64,043 | 0 | 24,336 | 64,043 | 0.50 | 0.040 | 3,837 |
| TH | -1.0000 | 3 | -3,466 | 0 | -115 | 3,466 | 0.22 | 0.225 | -969 |
| 1.0000 | 1 | 5,151 | 0 | 3,853 | 5,151 | 0.75 | 0.173 | 892 | |
| TW | 1.0000 | 10 | 64,429 | 0 | 65,647 | 64,429 | 0.59 | 0.116 | 8,786 |